With the Shivering Isles expansion installed, Sheogorath's voice changes to match his voice in the Isles. His dialogue will also vary depending on the Hero's progress in the Shivering Isles main quest.

If the Shivering Isles' main quest has been completed, making the Hero the new Sheogorath, Haskill the butler will give the quest noting how sad it is that the Hero has now taken to worshiping him/herself. Sheogorath will also mention when giving the Hero the reward Wabbajack, that he should have given it to him/her earlier.

Sheogorath wants the Hero to fulfill a prophecy about the end of the world in the small settlementBorder Watch. They are to simulate a prophecy by committing two acts. They should speak to the shaman in the settlement to learn about the K'Sharra Prophecy.